A polyphase sequentially joined-segment coil of a rotary electric machine and a production method thereof are provided. The coil is made up of a plurality of conductor segments joined in series. Each of the conductor segments a head projecting from a stator core, a pair of legs, and a pair of ends projecting from the stator core. The heads are of two types: a large-sized head and a small-sized head extending inside the large-sized head. This structure permits the length of the conductor segments in an axial direction of the core to be decreased and improves cooling capability of the machine and coil losses.